| Trading Metrics calculated at close of trading on 19-Apr-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Apr-2007 |
19-Apr-2007 |
Change |
Change % |
Previous Week |
| Open |
6,535.0 |
6,460.5 |
-74.5 |
-1.1% |
6,471.0 |
| High |
6,535.0 |
6,500.0 |
-35.0 |
-0.5% |
6,512.0 |
| Low |
6,502.5 |
6,460.5 |
-42.0 |
-0.6% |
6,432.5 |
| Close |
6,503.5 |
6,491.0 |
-12.5 |
-0.2% |
6,508.5 |
| Range |
32.5 |
39.5 |
7.0 |
21.5% |
79.5 |
| ATR |
49.3 |
48.9 |
-0.5 |
-0.9% |
0.0 |
| Volume |
142 |
212 |
70 |
49.3% |
1,207 |
|
| Daily Pivots for day following 19-Apr-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,602.5 |
6,586.0 |
6,512.5 |
|
| R3 |
6,563.0 |
6,546.5 |
6,502.0 |
|
| R2 |
6,523.5 |
6,523.5 |
6,498.0 |
|
| R1 |
6,507.0 |
6,507.0 |
6,494.5 |
6,515.0 |
| PP |
6,484.0 |
6,484.0 |
6,484.0 |
6,488.0 |
| S1 |
6,467.5 |
6,467.5 |
6,487.5 |
6,476.0 |
| S2 |
6,444.5 |
6,444.5 |
6,484.0 |
|
| S3 |
6,405.0 |
6,428.0 |
6,480.0 |
|
| S4 |
6,365.5 |
6,388.5 |
6,469.5 |
|
|
| Weekly Pivots for week ending 13-Apr-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,723.0 |
6,695.0 |
6,552.0 |
|
| R3 |
6,643.5 |
6,615.5 |
6,530.5 |
|
| R2 |
6,564.0 |
6,564.0 |
6,523.0 |
|
| R1 |
6,536.0 |
6,536.0 |
6,516.0 |
6,550.0 |
| PP |
6,484.5 |
6,484.5 |
6,484.5 |
6,491.0 |
| S1 |
6,456.5 |
6,456.5 |
6,501.0 |
6,470.5 |
| S2 |
6,405.0 |
6,405.0 |
6,494.0 |
|
| S3 |
6,325.5 |
6,377.0 |
6,486.5 |
|
| S4 |
6,246.0 |
6,297.5 |
6,465.0 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
6,571.0 |
6,460.5 |
110.5 |
1.7% |
39.5 |
0.6% |
28% |
False |
True |
287 |
| 10 |
6,571.0 |
6,413.5 |
157.5 |
2.4% |
38.5 |
0.6% |
49% |
False |
False |
354 |
| 20 |
6,571.0 |
6,321.5 |
249.5 |
3.8% |
39.0 |
0.6% |
68% |
False |
False |
357 |
| 40 |
6,571.0 |
6,062.5 |
508.5 |
7.8% |
33.5 |
0.5% |
84% |
False |
False |
274 |
| 60 |
6,571.0 |
6,062.5 |
508.5 |
7.8% |
23.5 |
0.4% |
84% |
False |
False |
218 |
| 80 |
6,571.0 |
6,062.5 |
508.5 |
7.8% |
20.5 |
0.3% |
84% |
False |
False |
165 |
| 100 |
6,571.0 |
6,062.5 |
508.5 |
7.8% |
16.5 |
0.3% |
84% |
False |
False |
132 |
| 120 |
6,571.0 |
6,062.5 |
508.5 |
7.8% |
14.0 |
0.2% |
84% |
False |
False |
110 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
6,668.0 |
|
2.618 |
6,603.5 |
|
1.618 |
6,564.0 |
|
1.000 |
6,539.5 |
|
0.618 |
6,524.5 |
|
HIGH |
6,500.0 |
|
0.618 |
6,485.0 |
|
0.500 |
6,480.0 |
|
0.382 |
6,475.5 |
|
LOW |
6,460.5 |
|
0.618 |
6,436.0 |
|
1.000 |
6,421.0 |
|
1.618 |
6,396.5 |
|
2.618 |
6,357.0 |
|
4.250 |
6,292.5 |
|
|
| Fisher Pivots for day following 19-Apr-2007 |
| Pivot |
1 day |
3 day |
| R1 |
6,487.5 |
6,509.0 |
| PP |
6,484.0 |
6,503.0 |
| S1 |
6,480.0 |
6,497.0 |
|